Re: [ferret_users] 21 yr running correlation

[Andrew Wittenberg - NOAA Federal <andrew.wittenberg@xxxxxxxx>]

Or equivalently, and perhaps faster to compute:

let skew = (mean_cubed - mean * (3*second + mean*mean)) / second^1.5

Andrew

On Wed, Aug 29, 2018 at 8:14 AM Ryo Furue <furue@xxxxxxxxxx> wrote:

Hi Ferret users,

On Wed, Aug 29, 2018 at 11:57 AM Ryo Furue <furue@xxxxxxxxxx> wrote:

Your method utilizes the identity

mean{ [a - mean(a)]^2}

= mean(a^2) - [mean(a)]^2

so that the operation mean() is applied only once in each term.  That's elegant.

Currently, I need a "running skewness", which I think I can calculate applying your method.

For a record, I describe how one can calculate it.

To extend